+20.0%
IWM vs MPWR
+124.2%
-104.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.3% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -1.5% | -16.5% | +15.1% | +2.6% |
| 3M | -8.0% | -12.3% | +4.3% | -5.8% |
| 6M | -4.1% | -27.7% | +23.6% | +1.8% |
| YTD | +11.9% | +32.0% | -20.1% | +0.2% |
| 1Y | +15.0% | +25.1% | -10.1% | +4.4% |
| 3Y | +64.2% | +146.5% | -82.3% | +13.7% |
| All | +20.0% | +124.2% | -104.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MPWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling